MVGIX vs. MFWIX
Compare and contrast key facts about MFS Low Volatility Global Equity Fund (MVGIX) and MFS Global Total Return Fund Class I (MFWIX).
MVGIX is managed by MFS. It was launched on Dec 4, 2013. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
MVGIX vs. MFWIX - Performance Comparison
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MVGIX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MVGIX MFS Low Volatility Global Equity Fund | -1.45% | 16.30% | 12.64% | 13.71% | -8.21% | 16.84% | 5.47% | 20.59% | -2.40% | 18.49% |
MFWIX MFS Global Total Return Fund Class I | -0.47% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 18.49% | -6.96% | 15.00% |
Returns By Period
In the year-to-date period, MVGIX achieves a -1.45% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, MVGIX has outperformed MFWIX with an annualized return of 8.97%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
MVGIX
- 1D
- 0.24%
- 1M
- -8.44%
- YTD
- -1.45%
- 6M
- 0.36%
- 1Y
- 10.67%
- 3Y*
- 12.18%
- 5Y*
- 8.97%
- 10Y*
- 8.97%
MFWIX
- 1D
- 0.24%
- 1M
- -6.50%
- YTD
- -0.47%
- 6M
- 2.00%
- 1Y
- 11.28%
- 3Y*
- 8.88%
- 5Y*
- 4.75%
- 10Y*
- 6.19%
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MVGIX vs. MFWIX - Expense Ratio Comparison
MVGIX has a 0.74% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
MVGIX vs. MFWIX — Risk / Return Rank
MVGIX
MFWIX
MVGIX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Low Volatility Global Equity Fund (MVGIX) and MFS Global Total Return Fund Class I (MFWIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| MVGIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.29 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.77 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.59 | -0.39 |
Martin ratioReturn relative to average drawdown | 5.19 | 6.26 | -1.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MVGIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.29 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.52 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.65 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.71 | +0.01 |
Correlation
The correlation between MVGIX and MFWIX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MVGIX vs. MFWIX - Dividend Comparison
MVGIX's dividend yield for the trailing twelve months is around 11.10%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVGIX MFS Low Volatility Global Equity Fund | 11.10% | 10.94% | 7.84% | 1.88% | 3.98% | 9.43% | 1.55% | 2.79% | 4.98% | 1.95% | 1.60% | 1.94% |
MFWIX MFS Global Total Return Fund Class I | 8.81% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
MVGIX vs. MFWIX - Drawdown Comparison
The maximum MVGIX drawdown since its inception was -30.19%, smaller than the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for MVGIX and MFWIX.
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Drawdown Indicators
| MVGIX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.19% | -33.01% | +2.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.65% | -6.85% | -1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -18.01% | -20.22% | +2.21% |
Max Drawdown (10Y)Largest decline over 10 years | -30.19% | -23.36% | -6.83% |
Current DrawdownCurrent decline from peak | -8.44% | -6.50% | -1.94% |
Average DrawdownAverage peak-to-trough decline | -2.89% | -3.83% | +0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.74% | +0.25% |
Volatility
MVGIX vs. MFWIX - Volatility Comparison
MFS Low Volatility Global Equity Fund (MVGIX) has a higher volatility of 3.22% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that MVGIX's price experiences larger fluctuations and is considered to be riskier than MFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MVGIX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 3.04% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 5.74% | 5.25% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 8.85% | +1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.51% | 9.09% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.38% | 9.60% | +2.78% |